实盘模拟日报 2026-10-16

夏普/回撤基于 nav 历史净值序列实时计算；样本天数不足 2 天时显示 —。

账户总览（20 个账户）

当日成交（点击展开明细）

指数	收盘	MA20	MA60	MA250	近20日	近60日	判定
上证指数	3,716.28	3,847.74	3,882.25	3,989.2	-5.54%	-4.28%	熊市
沪深300	4,170.61	4,385.89	4,542.93	4,664.08	-8.31%	-11.23%	熊市
中证1000	6,681.94	7,326.07	7,427.98	7,862.8	-11.94%	-12.45%	熊市

账户	策略	类型	最新净值	累计收益	夏普(年化)	最大回撤	样本天数
pe	独立策略-PE历史分位Top20(中性化)	独立策略	¥1,050,866	+5.09%	—	—	1
amihud	独立策略-非流动性amihud(#19)	独立策略	¥1,034,942	+3.49%	—	—	1
analyst	独立策略-分析师上调Top30	独立策略	¥1,033,009	+3.30%	—	—	1
lowatt	独立策略-低关注度LowAttention(#17)	独立策略	¥1,024,786	+2.48%	—	—	1
dblow	独立策略-转债双低DoubleLow(#5)	独立策略	¥1,022,132	+2.21%	—	—	1
etf_rotation	独立策略-跨资产ETF双动量(top3月频)	独立策略	¥1,020,792	+2.08%	—	—	1
composite	独立策略-dv_ttm×低关注复合(#58)	独立策略	¥1,015,989	+1.60%	—	—	1
lowytm	独立策略-低YTM转债Top20	独立策略	¥1,010,361	+1.04%	—	—	1
v2_equal	v2对照组-equal等权(6成员,#85)	组合	¥5,021,948	+0.44%	—	—	1
dvttm	独立策略-红利dv_ttm Top20	独立策略	¥1,004,144	+0.41%	—	—	1
portfolio	防御版core_portfolio(组合)	组合	¥5,000,833	+0.02%	—	—	1
portfolio_gold	含黄金的core_portfolio(组合,8成员dd_inverse)	组合	¥4,999,882	-0.00%	—	—	1
idx_add	独立策略-指数调入抢跑(#90事件驱动)	独立策略	¥1,000,000	+0.00%	—	—	1
ml_stock	独立策略-ML选股LGBM+MA200覆盖(#96部署态)	独立策略	¥5,000,000	+0.00%	—	—	1
v2_dd	v2对照组-dd_inverse回撤倒数(6成员,#85)	组合	¥4,989,111	-0.22%	—	—	1
portfolio_v2	core_portfolio_v2(6成员 inv_vol 120日稳定档,#85)	组合	¥4,987,521	-0.25%	—	—	1
v2_erc	v2对照组-ERC等风险贡献(6成员,#85)	组合	¥4,987,521	-0.25%	—	—	1
bond	独立策略-债券ETF(511260)	独立策略	¥995,554	-0.44%	—	—	1
gold	独立策略-黄金ETF(518880静态)	独立策略	¥994,764	-0.52%	—	—	1
lowamp	独立策略-低振幅Top20(regime)	独立策略	¥989,767	-1.02%	—	—	1

▶当日成交买582582 笔费用 ¥8,350

日期	代码	账户	成员	方向	股数	成交价	费用
2026-10-16	600026.SH	amihud	amihud	BUY	2400.0	20.740719999999996	12.942209279999997
2026-10-16	600036.SH	amihud	amihud	BUY	1200.0	42.642599999999995	13.3044912
2026-10-16	603259.SH	amihud	amihud	BUY	300.0	157.09694	12.25356132
2026-10-16	601318.SH	amihud	amihud	BUY	900.0	51.481429999999996	12.04665462
2026-10-16	600707.SH	amihud	amihud	BUY	4900.0	7.8077999999999985	9.947137199999998
2026-10-16	002463.SZ	amihud	amihud	BUY	300.0	117.11699999999999	9.135126
2026-10-16	002466.SZ	amihud	amihud	BUY	1000.0	37.487449999999995	9.746737
2026-10-16	600186.SH	amihud	amihud	BUY	3700.0	9.859849999999998	9.4851757
2026-10-16	300433.SZ	amihud	amihud	BUY	1300.0	26.05603	8.80693814
2026-10-16	603938.SH	amihud	amihud	BUY	900.0	36.5365	8.549541
2026-10-16	301128.SZ	amihud	amihud	BUY	300.0	89.08899999999998	6.948942
2026-10-16	300939.SZ	amihud	amihud	BUY	200.0	93.11301999999999	5.18622604
2026-10-16	600882.SH	analyst	analyst	BUY	1900.0	19.719699999999996	9.741531799999999
2026-10-16	603861.SH	analyst	analyst	BUY	3300.0	11.281269999999997	9.679329659999999
2026-10-16	689009.SH	analyst	analyst	BUY	900.0	37.85782	8.85872988
2026-10-16	605499.SH	analyst	analyst	BUY	300.0	114.01389999999999	8.893084199999999
2026-10-16	601633.SH	analyst	analyst	BUY	2600.0	13.933919999999999	9.419329919999997
2026-10-16	002812.SZ	analyst	analyst	BUY	700.0	49.03899	8.925096179999999
2026-10-16	000973.SZ	analyst	analyst	BUY	2800.0	12.00199	8.73744872
2026-10-16	300469.SZ	analyst	analyst	BUY	600.0	47.397349999999996	7.393986599999999
2026-10-16	605286.SH	analyst	analyst	BUY	1300.0	22.722699999999996	7.6802725999999994
2026-10-16	002709.SZ	analyst	analyst	BUY	1000.0	30.019989999999996	7.8051974
2026-10-16	001301.SZ	analyst	analyst	BUY	600.0	49.94989999999999	7.792184399999998
2026-10-16	603659.SH	analyst	analyst	BUY	1400.0	19.919899999999995	7.250843599999998
2026-10-16	688411.SH	analyst	analyst	BUY	100.0	147.147	5.147147
2026-10-16	300580.SZ	analyst	analyst	BUY	1800.0	15.935919999999998	7.458010559999999
2026-10-16	300438.SZ	analyst	analyst	BUY	600.0	44.91486999999999	7.006719719999999
2026-10-16	603876.SH	analyst	analyst	BUY	1800.0	15.825809999999999	7.4064790799999995
2026-10-16	300617.SZ	analyst	analyst	BUY	900.0	32.06203	7.502515020000001
2026-10-16	002497.SZ	analyst	analyst	BUY	1900.0	13.813799999999999	6.824017199999999
2026-10-16	301358.SZ	analyst	analyst	BUY	500.0	47.747699999999995	6.2072009999999995
2026-10-16	300750.SZ	analyst	analyst	BUY	100.0	282.07178999999996	7.333866539999999
2026-10-16	002245.SZ	analyst	analyst	BUY	1800.0	14.64463	6.85368684
2026-10-16	300763.SZ	analyst	analyst	BUY	500.0	49.03899	6.3750687
2026-10-16	603324.SH	analyst	analyst	BUY	1200.0	21.53151	6.7178311200000005
2026-10-16	688249.SH	analyst	analyst	BUY	900.0	28.158129999999996	6.589002419999999
2026-10-16	301232.SZ	analyst	analyst	BUY	300.0	67.39733	5.25699174
2026-10-16	301631.SZ	analyst	analyst	BUY	400.0	50.630579999999995	5.265580319999999
2026-10-16	511260.SH	bond	bond	BUY	7300.0	135.30516999999998	246.93193524999995
2026-10-16	001323.SZ	composite	composite	BUY	1600.0	18.42841	7.66621856
2026-10-16	605266.SH	composite	composite	BUY	1900.0	16.06605	7.936628700000001
2026-10-16	603569.SH	composite	composite	BUY	5200.0	5.92592	8.01184384
2026-10-16	301088.SZ	composite	composite	BUY	2200.0	13.50349	7.723996280000001
2026-10-16	603515.SH	composite	composite	BUY	2000.0	15.265249999999998	7.937929999999999
2026-10-16	600861.SH	composite	composite	BUY	2300.0	12.672659999999999	7.57825068
2026-10-16	600983.SH	composite	composite	BUY	4000.0	7.417409999999999	7.7141063999999995
2026-10-16	603706.SH	composite	composite	BUY	1700.0	17.017	7.521514
2026-10-16	601686.SH	composite	composite	BUY	5900.0	5.075069999999999	7.785157379999999
2026-10-16	603566.SH	composite	composite	BUY	2900.0	10.090079999999999	7.607920319999999
2026-10-16	300994.SZ	composite	composite	BUY	2600.0	10.77076	7.28103376
2026-10-16	603167.SH	composite	composite	BUY	3600.0	8.018009999999999	7.504857359999999
2026-10-16	603551.SH	composite	composite	BUY	3100.0	9.049039999999998	7.2935262399999985
2026-10-16	688606.SH	composite	composite	BUY	500.0	46.89684999999999	6.0965905
2026-10-16	002884.SZ	composite	composite	BUY	1800.0	15.39538	7.205037839999999
2026-10-16	600817.SH	composite	composite	BUY	2900.0	8.798789999999999	6.634287659999998
2026-10-16	603062.SH	composite	composite	BUY	700.0	35.55552	6.47110464
2026-10-16	603788.SH	composite	composite	BUY	1900.0	12.942929999999999	6.39380742
2026-10-16	688526.SH	composite	composite	BUY	2300.0	11.931919999999998	7.135288159999999
2026-10-16	002592.SZ	composite	composite	BUY	4500.0	5.92592	6.9333264
2026-10-16	127103.SZ	dblow	dblow	BUY	440.0	124.27010399999999	2.733942288
2026-10-16	118031.SH	dblow	dblow	BUY	450.0	114.881412	2.58483177
2026-10-16	118034.SH	dblow	dblow	BUY	460.0	110.2551	2.5358673
2026-10-16	110087.SH	dblow	dblow	BUY	430.0	114.05699999999999	2.4522255
2026-10-16	118020.SH	dblow	dblow	BUY	440.0	112.17605999999999	2.46787332
2026-10-16	123175.SZ	dblow	dblow	BUY	450.0	107.48871749999999	2.41849614375
2026-10-16	118022.SH	dblow	dblow	BUY	440.0	111.4526985	2.451959367
2026-10-16	127030.SZ	dblow	dblow	BUY	430.0	109.9179315	2.3632355272499996
2026-10-16	127061.SZ	dblow	dblow	BUY	450.0	105.36265499999999	2.3706597375
2026-10-16	127025.SZ	dblow	dblow	BUY	450.0	105.98296500000001	2.3846167125
2026-10-16	118027.SH	dblow	dblow	BUY	440.0	97.04849999999999	2.135067
2026-10-16	110092.SH	dblow	dblow	BUY	500.0	72.11604	1.8029009999999999
2026-10-16	601857.SH	dvttm	dvttm	BUY	5000.0	12.312299999999999	16.005989999999997
2026-10-16	601919.SH	dvttm	dvttm	BUY	3100.0	16.97696	13.68342976
2026-10-16	600036.SH	dvttm	dvttm	BUY	1200.0	42.642599999999995	13.3044912
2026-10-16	000651.SZ	dvttm	dvttm	BUY	1300.0	39.639599999999994	13.3981848
2026-10-16	600919.SH	dvttm	dvttm	BUY	3900.0	12.262249999999998	12.433921499999999
2026-10-16	600016.SH	dvttm	dvttm	BUY	14100.0	3.5035	12.843831
2026-10-16	601166.SH	dvttm	dvttm	BUY	2700.0	18.26825	12.824311499999999
2026-10-16	000858.SZ	dvttm	dvttm	BUY	700.0	71.05098	12.931278359999999
2026-10-16	000001.SZ	dvttm	dvttm	BUY	4100.0	11.421409999999998	12.175223059999999
2026-10-16	000333.SZ	dvttm	dvttm	BUY	500.0	84.58449999999999	10.995985
2026-10-16	601318.SH	dvttm	dvttm	BUY	800.0	51.481429999999996	10.70813744
2026-10-16	000703.SZ	dvttm	dvttm	BUY	2600.0	13.663649999999999	9.2366274
2026-10-16	601328.SH	dvttm	dvttm	BUY	4200.0	8.108099999999999	8.854045199999998
2026-10-16	301047.SZ	dvttm	dvttm	BUY	200.0	126.44631999999999	6.575208639999999
2026-10-16	513100.SH	etf_rotation	etf_rotation	BUY	140400.0	2.35235	82.567485
2026-10-16	513500.SH	etf_rotation	etf_rotation	BUY	123300.0	2.6836809999999995	82.72446682499998
2026-10-16	512400.SH	etf_rotation	etf_rotation	BUY	206900.0	1.5295279999999998	79.1148358
2026-10-16	518880.SH	gold	gold	BUY	117300.0	8.516507999999998	249.74659709999997
2026-10-16	600285.SH	lowamp	lowamp	BUY	1600.0	21.16114	8.80303424
2026-10-16	600079.SH	lowamp	lowamp	BUY	1600.0	20.03001	8.33248416
2026-10-16	000541.SZ	lowamp	lowamp	BUY	6300.0	5.15515	8.4441357
2026-10-16	601186.SH	lowamp	lowamp	BUY	5000.0	6.126119999999999	7.963955999999999
2026-10-16	600332.SH	lowamp	lowamp	BUY	1500.0	19.909889999999997	7.764857099999999
2026-10-16	601158.SH	lowamp	lowamp	BUY	7400.0	4.11411	7.915547640000001
2026-10-16	000028.SZ	lowamp	lowamp	BUY	1500.0	20.2202	7.885878
2026-10-16	601669.SH	lowamp	lowamp	BUY	6400.0	4.54454	7.5621145599999995
2026-10-16	000885.SZ	lowamp	lowamp	BUY	2500.0	11.711699999999999	7.612604999999999
2026-10-16	603167.SH	lowamp	lowamp	BUY	3600.0	8.018009999999999	7.504857359999999
2026-10-16	601878.SH	lowamp	lowamp	BUY	3200.0	9.05905	7.5371296
2026-10-16	002884.SZ	lowamp	lowamp	BUY	1800.0	15.39538	7.205037839999999
2026-10-16	000958.SZ	lowamp	lowamp	BUY	5800.0	4.9049	7.396589199999999
2026-10-16	601456.SH	lowamp	lowamp	BUY	3400.0	8.57857	7.583455879999999
2026-10-16	000538.SZ	lowamp	lowamp	BUY	500.0	52.94288999999999	6.8825756999999985
2026-10-16	600029.SH	lowamp	lowamp	BUY	5900.0	4.7047	7.2170098
2026-10-16	600905.SH	lowamp	lowamp	BUY	8100.0	3.4834799999999997	7.33620888
2026-10-16	600600.SH	lowamp	lowamp	BUY	500.0	52.27221999999999	6.795388599999999
2026-10-16	000858.SZ	lowamp	lowamp	BUY	300.0	71.05098	5.541976439999999
2026-10-16	600289.SH	lowatt	lowatt	BUY	6900.0	4.624619999999999	8.296568279999999
2026-10-16	688184.SH	lowatt	lowatt	BUY	2800.0	10.82081	7.87754968
2026-10-16	600107.SH	lowatt	lowatt	BUY	5400.0	5.675669999999999	7.968640679999999
2026-10-16	300462.SZ	lowatt	lowatt	BUY	2600.0	11.10109	7.50433684
2026-10-16	002485.SZ	lowatt	lowatt	BUY	5000.0	5.9059	7.677670000000001
2026-10-16	688459.SH	lowatt	lowatt	BUY	3600.0	8.048039999999999	7.532965439999999
2026-10-16	600365.SH	lowatt	lowatt	BUY	10300.0	2.7727699999999995	7.425478059999999
2026-10-16	605199.SH	lowatt	lowatt	BUY	5000.0	5.565559999999999	7.235227999999998
2026-10-16	688570.SH	lowatt	lowatt	BUY	2000.0	14.234219999999999	7.401794399999999
2026-10-16	688606.SH	lowatt	lowatt	BUY	500.0	46.89684999999999	6.0965905
2026-10-16	600543.SH	lowatt	lowatt	BUY	7100.0	3.8037999999999994	7.021814799999999
2026-10-16	603062.SH	lowatt	lowatt	BUY	700.0	35.55552	6.47110464
2026-10-16	600423.SH	lowatt	lowatt	BUY	10800.0	2.6026	7.308100799999999
2026-10-16	300091.SZ	lowatt	lowatt	BUY	12300.0	2.27227	7.26671946
2026-10-16	300205.SZ	lowatt	lowatt	BUY	5900.0	4.774769999999999	7.324497179999999
2026-10-16	002883.SZ	lowatt	lowatt	BUY	3100.0	8.548539999999997	6.890123239999998
2026-10-16	002227.SZ	lowatt	lowatt	BUY	4500.0	5.895889999999999	6.898191299999999
2026-10-16	603869.SH	lowatt	lowatt	BUY	3300.0	7.7777699999999985	6.673326659999999
2026-10-16	300555.SZ	lowatt	lowatt	BUY	2200.0	11.131119999999997	6.367000639999998
2026-10-16	002691.SZ	lowatt	lowatt	BUY	6400.0	3.6336299999999997	6.046360319999999
2026-10-16	118027.SH	lowytm	lowytm	BUY	520.0	97.04849999999999	2.5232609999999998
2026-10-16	110092.SH	lowytm	lowytm	BUY	670.0	72.11604	2.4158873400000003
2026-10-16	123090.SZ	lowytm	lowytm	BUY	440.0	111.729837	2.4580564140000005
2026-10-16	127027.SZ	lowytm	lowytm	BUY	450.0	109.90492499999999	2.4728608125
2026-10-16	113616.SH	lowytm	lowytm	BUY	450.0	109.74184349999999	2.46919147875
2026-10-16	113049.SH	lowytm	lowytm	BUY	460.0	106.405176	2.447319048
2026-10-16	123117.SZ	lowytm	lowytm	BUY	450.0	109.30462499999999	2.4593540625
2026-10-16	113633.SH	lowytm	lowytm	BUY	440.0	111.03549	2.44278078
2026-10-16	127061.SZ	lowytm	lowytm	BUY	450.0	105.36265499999999	2.3706597375
2026-10-16	127025.SZ	lowytm	lowytm	BUY	460.0	105.98296500000001	2.4376081950000006
2026-10-16	110081.SH	lowytm	lowytm	BUY	480.0	95.63879549999999	2.2953310919999996
2026-10-16	127049.SZ	lowytm	lowytm	BUY	440.0	107.37365999999999	2.3622205199999997
2026-10-16	110095.SH	lowytm	lowytm	BUY	390.0	109.44769649999999	2.13423008175
2026-10-16	300058.SZ	pe	pe	BUY	4500.0	12.622609999999998	14.768453699999997
2026-10-16	000620.SZ	pe	pe	BUY	16900.0	2.81281	12.359487139999999
2026-10-16	000100.SZ	pe	pe	BUY	11000.0	4.504499999999999	12.882869999999999
2026-10-16	002050.SZ	pe	pe	BUY	1400.0	31.010979999999996	11.287996719999999
2026-10-16	600601.SH	pe	pe	BUY	3800.0	11.771759999999999	11.63049888
2026-10-16	300395.SZ	pe	pe	BUY	500.0	77.83776	10.118908800000002
2026-10-16	300657.SZ	pe	pe	BUY	1500.0	31.711679999999998	12.367555199999998
2026-10-16	002636.SZ	pe	pe	BUY	500.0	71.06098999999999	9.2379287
2026-10-16	300456.SZ	pe	pe	BUY	1300.0	28.71869	9.70691722
2026-10-16	601138.SH	pe	pe	BUY	700.0	47.84779999999999	8.708299599999998
2026-10-16	300476.SZ	pe	pe	BUY	200.0	191.19099999999997	9.941932
2026-10-16	300975.SZ	pe	pe	BUY	1900.0	20.44042	10.09756748
2026-10-16	300903.SZ	pe	pe	BUY	400.0	88.72863999999998	9.227778559999997
2026-10-16	688525.SH	pe	pe	BUY	200.0	158.96881	8.26637812
2026-10-16	300475.SZ	pe	pe	BUY	200.0	115.71559999999998	6.017211199999999
2026-10-16	600309.SH	pe	pe	BUY	100.0	65.24518	5.06524518
2026-10-16	511260.SH	portfolio	bond	BUY	18900.0	135.30516999999998	639.3169282499999
2026-10-16	512400.SH	portfolio	etf_rotation	BUY	58600.0	1.5295279999999998	22.4075852
2026-10-16	513500.SH	portfolio	etf_rotation	BUY	34800.0	2.6836809999999995	23.348024699999996
2026-10-16	513100.SH	portfolio	etf_rotation	BUY	39600.0	2.35235	23.288265
2026-10-16	000858.SZ	portfolio	dvttm	BUY	500.0	71.05098	9.2366274
2026-10-16	603167.SH	portfolio	composite	BUY	3300.0	8.018009999999999	6.879452579999998
2026-10-16	601857.SH	portfolio	dvttm	BUY	2300.0	12.312299999999999	7.362755399999999
2026-10-16	002884.SZ	portfolio	composite	BUY	1700.0	15.39538	6.804757960000001
2026-10-16	601919.SH	portfolio	dvttm	BUY	1400.0	16.97696	6.17961344
2026-10-16	600036.SH	portfolio	dvttm	BUY	500.0	42.642599999999995	5.543537999999999
2026-10-16	000651.SZ	portfolio	dvttm	BUY	600.0	39.639599999999994	6.183777599999999
2026-10-16	600919.SH	portfolio	dvttm	BUY	1800.0	12.262249999999998	5.738732999999999
2026-10-16	600016.SH	portfolio	dvttm	BUY	6500.0	3.5035	5.920915000000001
2026-10-16	601166.SH	portfolio	dvttm	BUY	1200.0	18.26825	5.699693999999999
2026-10-16	000001.SZ	portfolio	dvttm	BUY	1800.0	11.421409999999998	5.345219879999999
2026-10-16	000333.SZ	portfolio	dvttm	BUY	200.0	84.58449999999999	5.169169
2026-10-16	601318.SH	portfolio	dvttm	BUY	400.0	51.481429999999996	5.35406872
2026-10-16	600285.SH	portfolio	lowamp	BUY	1000.0	21.16114	5.5018964
2026-10-16	600079.SH	portfolio	lowamp	BUY	1000.0	20.03001	5.2078026
2026-10-16	000541.SZ	portfolio	lowamp	BUY	4000.0	5.15515	5.361356
2026-10-16	000703.SZ	portfolio	dvttm	BUY	1200.0	13.663649999999999	5.1639638
2026-10-16	601186.SH	portfolio	lowamp	BUY	3200.0	6.126119999999999	5.19603584
2026-10-16	600332.SH	portfolio	lowamp	BUY	900.0	19.909889999999997	5.17918901
2026-10-16	601158.SH	portfolio	lowamp	BUY	4700.0	4.11411	5.19336317
2026-10-16	000028.SZ	portfolio	lowamp	BUY	900.0	20.2202	5.1819818
2026-10-16	601669.SH	portfolio	lowamp	BUY	4100.0	4.54454	5.18632614
2026-10-16	000885.SZ	portfolio	lowamp	BUY	1600.0	11.711699999999999	5.1873872
2026-10-16	118027.SH	portfolio	lowytm	BUY	170.0	97.04849999999999	0.82491225
2026-10-16	601878.SH	portfolio	lowamp	BUY	2000.0	9.05905	5.181181
2026-10-16	000958.SZ	portfolio	lowamp	BUY	3700.0	4.9049	5.1814813
2026-10-16	601456.SH	portfolio	lowamp	BUY	2200.0	8.57857	5.18872854
2026-10-16	000538.SZ	portfolio	lowamp	BUY	300.0	52.94288999999999	5.15882867
2026-10-16	600029.SH	portfolio	lowamp	BUY	3800.0	4.7047	5.1787786
2026-10-16	600905.SH	portfolio	lowamp	BUY	5100.0	3.4834799999999997	5.17765748
2026-10-16	600600.SH	portfolio	lowamp	BUY	300.0	52.27221999999999	5.15681666
2026-10-16	110092.SH	portfolio	lowytm	BUY	220.0	72.11604	0.7932764400000001
2026-10-16	123090.SZ	portfolio	lowytm	BUY	140.0	111.729837	0.782108859
2026-10-16	127027.SZ	portfolio	lowytm	BUY	150.0	109.90492499999999	0.8242869375
2026-10-16	113616.SH	portfolio	lowytm	BUY	150.0	109.74184349999999	0.82306382625
2026-10-16	113049.SH	portfolio	lowytm	BUY	150.0	106.405176	0.7980388199999999
2026-10-16	123117.SZ	portfolio	lowytm	BUY	150.0	109.30462499999999	0.8197846875
2026-10-16	113633.SH	portfolio	lowytm	BUY	150.0	111.03549	0.8327661749999999
2026-10-16	127061.SZ	portfolio	lowytm	BUY	150.0	105.36265499999999	0.7902199125
2026-10-16	127025.SZ	portfolio	lowytm	BUY	150.0	105.98296500000001	0.7948722375
2026-10-16	110081.SH	portfolio	lowytm	BUY	160.0	95.63879549999999	0.765110364
2026-10-16	127049.SZ	portfolio	lowytm	BUY	140.0	107.37365999999999	0.7516156199999999
2026-10-16	601328.SH	portfolio	dvttm	BUY	1900.0	8.108099999999999	5.1540539
2026-10-16	110095.SH	portfolio	lowytm	BUY	130.0	109.44769649999999	0.71141002725
2026-10-16	300058.SZ	portfolio	pe	BUY	700.0	12.622609999999998	5.08835827
2026-10-16	001323.SZ	portfolio	composite	BUY	400.0	18.42841	5.07371364
2026-10-16	000620.SZ	portfolio	pe	BUY	2800.0	2.81281	5.07875868
2026-10-16	605266.SH	portfolio	composite	BUY	500.0	16.06605	5.08033025
2026-10-16	000100.SZ	portfolio	pe	BUY	1800.0	4.504499999999999	5.081081
2026-10-16	603569.SH	portfolio	composite	BUY	1400.0	5.92592	5.08296288
2026-10-16	301088.SZ	portfolio	composite	BUY	600.0	13.50349	5.08102094
2026-10-16	603515.SH	portfolio	composite	BUY	500.0	15.265249999999998	5.07632625
2026-10-16	002050.SZ	portfolio	pe	BUY	200.0	31.010979999999996	5.06202196
2026-10-16	600861.SH	portfolio	composite	BUY	600.0	12.672659999999999	5.07603596
2026-10-16	600983.SH	portfolio	composite	BUY	1100.0	7.417409999999999	5.08159151
2026-10-16	603706.SH	portfolio	composite	BUY	400.0	17.017	5.068068
2026-10-16	601686.SH	portfolio	composite	BUY	1600.0	5.075069999999999	5.08120112
2026-10-16	600601.SH	portfolio	pe	BUY	600.0	11.771759999999999	5.07063056
2026-10-16	603566.SH	portfolio	composite	BUY	700.0	10.090079999999999	5.07063056
2026-10-16	300994.SZ	portfolio	composite	BUY	700.0	10.77076	5.07539532
2026-10-16	603551.SH	portfolio	composite	BUY	800.0	9.049039999999998	5.07239232
2026-10-16	688606.SH	portfolio	composite	BUY	100.0	46.89684999999999	5.04689685
2026-10-16	600817.SH	portfolio	composite	BUY	800.0	8.798789999999999	5.07039032
2026-10-16	300657.SZ	portfolio	pe	BUY	200.0	31.711679999999998	5.06342336
2026-10-16	603062.SH	portfolio	composite	BUY	200.0	35.55552	5.07111104
2026-10-16	603788.SH	portfolio	composite	BUY	500.0	12.942929999999999	5.06471465
2026-10-16	688526.SH	portfolio	composite	BUY	600.0	11.931919999999998	5.07159152
2026-10-16	002592.SZ	portfolio	composite	BUY	1200.0	5.92592	5.07111104
2026-10-16	300456.SZ	portfolio	pe	BUY	200.0	28.71869	5.05743738
2026-10-16	601138.SH	portfolio	pe	BUY	100.0	47.84779999999999	5.0478477999999996
2026-10-16	300975.SZ	portfolio	pe	BUY	300.0	20.44042	5.06132126
2026-10-16	600882.SH	portfolio	analyst	BUY	200.0	19.719699999999996	5.0394394
2026-10-16	603861.SH	portfolio	analyst	BUY	400.0	11.281269999999997	5.04512508
2026-10-16	689009.SH	portfolio	analyst	BUY	100.0	37.85782	5.03785782
2026-10-16	601633.SH	portfolio	analyst	BUY	300.0	13.933919999999999	5.04180176
2026-10-16	002812.SZ	portfolio	analyst	BUY	100.0	49.03899	5.04903899
2026-10-16	000973.SZ	portfolio	analyst	BUY	300.0	12.00199	5.03600597
2026-10-16	605286.SH	portfolio	analyst	BUY	100.0	22.722699999999996	5.0227227
2026-10-16	002709.SZ	portfolio	analyst	BUY	100.0	30.019989999999996	5.03001999
2026-10-16	603659.SH	portfolio	analyst	BUY	100.0	19.919899999999995	5.0199199
2026-10-16	300580.SZ	portfolio	analyst	BUY	200.0	15.935919999999998	5.03187184
2026-10-16	603876.SH	portfolio	analyst	BUY	200.0	15.825809999999999	5.03165162
2026-10-16	300617.SZ	portfolio	analyst	BUY	100.0	32.06203	5.03206203
2026-10-16	002497.SZ	portfolio	analyst	BUY	200.0	13.813799999999999	5.0276276
2026-10-16	002245.SZ	portfolio	analyst	BUY	200.0	14.64463	5.02928926
2026-10-16	603324.SH	portfolio	analyst	BUY	100.0	21.53151	5.02153151
2026-10-16	688249.SH	portfolio	analyst	BUY	100.0	28.158129999999996	5.02815813
2026-10-16	511260.SH	portfolio_gold	bond	BUY	18200.0	135.30516999999998	615.6385234999999
2026-10-16	518880.SH	portfolio_gold	gold	BUY	21900.0	8.516507999999998	46.62788129999999
2026-10-16	513500.SH	portfolio_gold	etf_rotation	BUY	33500.0	2.6836809999999995	22.475828375
2026-10-16	513100.SH	portfolio_gold	etf_rotation	BUY	38100.0	2.35235	22.406133750000002
2026-10-16	512400.SH	portfolio_gold	etf_rotation	BUY	56400.0	1.5295279999999998	21.566344799999996
2026-10-16	000858.SZ	portfolio_gold	dvttm	BUY	500.0	71.05098	9.2366274
2026-10-16	603167.SH	portfolio_gold	composite	BUY	3200.0	8.018009999999999	6.670984319999999
2026-10-16	601857.SH	portfolio_gold	dvttm	BUY	2200.0	12.312299999999999	7.0426356
2026-10-16	002884.SZ	portfolio_gold	composite	BUY	1600.0	15.39538	6.4044780800000005
2026-10-16	601919.SH	portfolio_gold	dvttm	BUY	1300.0	16.97696	5.73821248
2026-10-16	600036.SH	portfolio_gold	dvttm	BUY	500.0	42.642599999999995	5.543537999999999
2026-10-16	000651.SZ	portfolio_gold	dvttm	BUY	500.0	39.639599999999994	5.198198
2026-10-16	600919.SH	portfolio_gold	dvttm	BUY	1700.0	12.262249999999998	5.419914499999999
2026-10-16	600016.SH	portfolio_gold	dvttm	BUY	6200.0	3.5035	5.647642
2026-10-16	601166.SH	portfolio_gold	dvttm	BUY	1200.0	18.26825	5.699693999999999
2026-10-16	000001.SZ	portfolio_gold	dvttm	BUY	1800.0	11.421409999999998	5.345219879999999
2026-10-16	000333.SZ	portfolio_gold	dvttm	BUY	200.0	84.58449999999999	5.169169
2026-10-16	601318.SH	portfolio_gold	dvttm	BUY	300.0	51.481429999999996	5.15444429
2026-10-16	600285.SH	portfolio_gold	lowamp	BUY	1000.0	21.16114	5.5018964
2026-10-16	600079.SH	portfolio_gold	lowamp	BUY	1000.0	20.03001	5.2078026
2026-10-16	000541.SZ	portfolio_gold	lowamp	BUY	3800.0	5.15515	5.1958957
2026-10-16	000703.SZ	portfolio_gold	dvttm	BUY	1100.0	13.663649999999999	5.15030015
2026-10-16	601186.SH	portfolio_gold	lowamp	BUY	3000.0	6.126119999999999	5.1837836
2026-10-16	600332.SH	portfolio_gold	lowamp	BUY	900.0	19.909889999999997	5.17918901
2026-10-16	601158.SH	portfolio_gold	lowamp	BUY	4500.0	4.11411	5.18513495
2026-10-16	000028.SZ	portfolio_gold	lowamp	BUY	900.0	20.2202	5.1819818
2026-10-16	601669.SH	portfolio_gold	lowamp	BUY	3900.0	4.54454	5.17723706
2026-10-16	000885.SZ	portfolio_gold	lowamp	BUY	1500.0	11.711699999999999	5.1756755
2026-10-16	118027.SH	portfolio_gold	lowytm	BUY	160.0	97.04849999999999	0.776388
2026-10-16	601878.SH	portfolio_gold	lowamp	BUY	2000.0	9.05905	5.181181
2026-10-16	000958.SZ	portfolio_gold	lowamp	BUY	3500.0	4.9049	5.1716715
2026-10-16	601456.SH	portfolio_gold	lowamp	BUY	2100.0	8.57857	5.18014997
2026-10-16	000538.SZ	portfolio_gold	lowamp	BUY	300.0	52.94288999999999	5.15882867
2026-10-16	600029.SH	portfolio_gold	lowamp	BUY	3600.0	4.7047	5.1693692
2026-10-16	600905.SH	portfolio_gold	lowamp	BUY	4900.0	3.4834799999999997	5.17069052
2026-10-16	600600.SH	portfolio_gold	lowamp	BUY	300.0	52.27221999999999	5.15681666
2026-10-16	110092.SH	portfolio_gold	lowytm	BUY	220.0	72.11604	0.7932764400000001
2026-10-16	123090.SZ	portfolio_gold	lowytm	BUY	140.0	111.729837	0.782108859
2026-10-16	127027.SZ	portfolio_gold	lowytm	BUY	140.0	109.90492499999999	0.769334475
2026-10-16	113616.SH	portfolio_gold	lowytm	BUY	140.0	109.74184349999999	0.7681929044999999
2026-10-16	113049.SH	portfolio_gold	lowytm	BUY	150.0	106.405176	0.7980388199999999
2026-10-16	123117.SZ	portfolio_gold	lowytm	BUY	140.0	109.30462499999999	0.765132375
2026-10-16	113633.SH	portfolio_gold	lowytm	BUY	140.0	111.03549	0.77724843
2026-10-16	127061.SZ	portfolio_gold	lowytm	BUY	140.0	105.36265499999999	0.737538585
2026-10-16	127025.SZ	portfolio_gold	lowytm	BUY	150.0	105.98296500000001	0.7948722375
2026-10-16	110081.SH	portfolio_gold	lowytm	BUY	150.0	95.63879549999999	0.71729096625
2026-10-16	127049.SZ	portfolio_gold	lowytm	BUY	140.0	107.37365999999999	0.7516156199999999
2026-10-16	601328.SH	portfolio_gold	dvttm	BUY	1800.0	8.108099999999999	5.1459458
2026-10-16	110095.SH	portfolio_gold	lowytm	BUY	120.0	109.44769649999999	0.656686179
2026-10-16	300058.SZ	portfolio_gold	pe	BUY	700.0	12.622609999999998	5.08835827
2026-10-16	001323.SZ	portfolio_gold	composite	BUY	400.0	18.42841	5.07371364
2026-10-16	000620.SZ	portfolio_gold	pe	BUY	2700.0	2.81281	5.07594587
2026-10-16	605266.SH	portfolio_gold	composite	BUY	500.0	16.06605	5.08033025
2026-10-16	000100.SZ	portfolio_gold	pe	BUY	1700.0	4.504499999999999	5.0765765
2026-10-16	603569.SH	portfolio_gold	composite	BUY	1300.0	5.92592	5.07703696
2026-10-16	301088.SZ	portfolio_gold	composite	BUY	600.0	13.50349	5.08102094
2026-10-16	603515.SH	portfolio_gold	composite	BUY	500.0	15.265249999999998	5.07632625
2026-10-16	002050.SZ	portfolio_gold	pe	BUY	200.0	31.010979999999996	5.06202196
2026-10-16	600861.SH	portfolio_gold	composite	BUY	600.0	12.672659999999999	5.07603596
2026-10-16	600983.SH	portfolio_gold	composite	BUY	1000.0	7.417409999999999	5.0741741
2026-10-16	603706.SH	portfolio_gold	composite	BUY	400.0	17.017	5.068068
2026-10-16	601686.SH	portfolio_gold	composite	BUY	1500.0	5.075069999999999	5.07612605
2026-10-16	600601.SH	portfolio_gold	pe	BUY	600.0	11.771759999999999	5.07063056
2026-10-16	603566.SH	portfolio_gold	composite	BUY	700.0	10.090079999999999	5.07063056
2026-10-16	300994.SZ	portfolio_gold	composite	BUY	600.0	10.77076	5.06462456
2026-10-16	603551.SH	portfolio_gold	composite	BUY	800.0	9.049039999999998	5.07239232
2026-10-16	688606.SH	portfolio_gold	composite	BUY	100.0	46.89684999999999	5.04689685
2026-10-16	600817.SH	portfolio_gold	composite	BUY	700.0	8.798789999999999	5.06159153
2026-10-16	300657.SZ	portfolio_gold	pe	BUY	200.0	31.711679999999998	5.06342336
2026-10-16	603062.SH	portfolio_gold	composite	BUY	200.0	35.55552	5.07111104
2026-10-16	603788.SH	portfolio_gold	composite	BUY	500.0	12.942929999999999	5.06471465
2026-10-16	688526.SH	portfolio_gold	composite	BUY	600.0	11.931919999999998	5.07159152
2026-10-16	002592.SZ	portfolio_gold	composite	BUY	1200.0	5.92592	5.07111104
2026-10-16	300456.SZ	portfolio_gold	pe	BUY	200.0	28.71869	5.05743738
2026-10-16	601138.SH	portfolio_gold	pe	BUY	100.0	47.84779999999999	5.0478477999999996
2026-10-16	300975.SZ	portfolio_gold	pe	BUY	300.0	20.44042	5.06132126
2026-10-16	600882.SH	portfolio_gold	analyst	BUY	200.0	19.719699999999996	5.0394394
2026-10-16	603861.SH	portfolio_gold	analyst	BUY	400.0	11.281269999999997	5.04512508
2026-10-16	689009.SH	portfolio_gold	analyst	BUY	100.0	37.85782	5.03785782
2026-10-16	601633.SH	portfolio_gold	analyst	BUY	300.0	13.933919999999999	5.04180176
2026-10-16	000973.SZ	portfolio_gold	analyst	BUY	300.0	12.00199	5.03600597
2026-10-16	605286.SH	portfolio_gold	analyst	BUY	100.0	22.722699999999996	5.0227227
2026-10-16	002709.SZ	portfolio_gold	analyst	BUY	100.0	30.019989999999996	5.03001999
2026-10-16	603659.SH	portfolio_gold	analyst	BUY	100.0	19.919899999999995	5.0199199
2026-10-16	300580.SZ	portfolio_gold	analyst	BUY	200.0	15.935919999999998	5.03187184
2026-10-16	603876.SH	portfolio_gold	analyst	BUY	200.0	15.825809999999999	5.03165162
2026-10-16	300617.SZ	portfolio_gold	analyst	BUY	100.0	32.06203	5.03206203
2026-10-16	002497.SZ	portfolio_gold	analyst	BUY	200.0	13.813799999999999	5.0276276
2026-10-16	002245.SZ	portfolio_gold	analyst	BUY	200.0	14.64463	5.02928926
2026-10-16	603324.SH	portfolio_gold	analyst	BUY	100.0	21.53151	5.02153151
2026-10-16	688249.SH	portfolio_gold	analyst	BUY	100.0	28.158129999999996	5.02815813
2026-10-16	511010.SH	portfolio_v2	bond5y	BUY	24500.0	141.037897	863.8571191249999
2026-10-16	518880.SH	portfolio_v2	gold	BUY	12300.0	8.516507999999998	26.188262099999992
2026-10-16	000858.SZ	portfolio_v2	dvttm	BUY	400.0	71.05098	7.38930192
2026-10-16	600285.SH	portfolio_v2	lowamp	BUY	1200.0	21.16114	6.60227568
2026-10-16	600079.SH	portfolio_v2	lowamp	BUY	1200.0	20.03001	6.249363120000001
2026-10-16	118027.SH	portfolio_v2	lowytm	BUY	210.0	97.04849999999999	1.0190092499999999
2026-10-16	000541.SZ	portfolio_v2	lowamp	BUY	4700.0	5.15515	6.2995933
2026-10-16	601186.SH	portfolio_v2	lowamp	BUY	3700.0	6.126119999999999	5.893327439999999
2026-10-16	600332.SH	portfolio_v2	lowamp	BUY	1100.0	19.909889999999997	5.694228539999999
2026-10-16	601158.SH	portfolio_v2	lowamp	BUY	5500.0	4.11411	5.8831773
2026-10-16	000028.SZ	portfolio_v2	lowamp	BUY	1100.0	20.2202	5.7829771999999995
2026-10-16	601669.SH	portfolio_v2	lowamp	BUY	4800.0	4.54454	5.67158592
2026-10-16	000885.SZ	portfolio_v2	lowamp	BUY	1800.0	11.711699999999999	5.4810756
2026-10-16	603167.SH	portfolio_v2	lowamp	BUY	2700.0	8.018009999999999	5.628643019999999
2026-10-16	601878.SH	portfolio_v2	lowamp	BUY	2400.0	9.05905	5.652847199999999
2026-10-16	002884.SZ	portfolio_v2	lowamp	BUY	1400.0	15.39538	5.60391832
2026-10-16	000958.SZ	portfolio_v2	lowamp	BUY	4300.0	4.9049	5.4836782
2026-10-16	601456.SH	portfolio_v2	lowamp	BUY	2500.0	8.57857	5.5760705
2026-10-16	000538.SZ	portfolio_v2	lowamp	BUY	400.0	52.94288999999999	5.506060559999999
2026-10-16	600029.SH	portfolio_v2	lowamp	BUY	4400.0	4.7047	5.382176800000001
2026-10-16	600905.SH	portfolio_v2	lowamp	BUY	6000.0	3.4834799999999997	5.4342288
2026-10-16	600600.SH	portfolio_v2	lowamp	BUY	400.0	52.27221999999999	5.43631088
2026-10-16	110092.SH	portfolio_v2	lowytm	BUY	280.0	72.11604	1.00962456
2026-10-16	123090.SZ	portfolio_v2	lowytm	BUY	180.0	111.729837	1.0055685330000002
2026-10-16	127027.SZ	portfolio_v2	lowytm	BUY	180.0	109.90492499999999	0.9891443249999999
2026-10-16	113616.SH	portfolio_v2	lowytm	BUY	180.0	109.74184349999999	0.9876765914999999
2026-10-16	113049.SH	portfolio_v2	lowytm	BUY	190.0	106.405176	1.0108491720000001
2026-10-16	123117.SZ	portfolio_v2	lowytm	BUY	180.0	109.30462499999999	0.9837416249999998
2026-10-16	113633.SH	portfolio_v2	lowytm	BUY	180.0	111.03549	0.9993194099999999
2026-10-16	127061.SZ	portfolio_v2	lowytm	BUY	190.0	105.36265499999999	1.0009452225
2026-10-16	127025.SZ	portfolio_v2	lowytm	BUY	190.0	105.98296500000001	1.0068381675
2026-10-16	110081.SH	portfolio_v2	lowytm	BUY	200.0	95.63879549999999	0.9563879549999998
2026-10-16	127049.SZ	portfolio_v2	lowytm	BUY	180.0	107.37365999999999	0.9663629399999999
2026-10-16	110095.SH	portfolio_v2	lowytm	BUY	160.0	109.44769649999999	0.8755815719999999
2026-10-16	601857.SH	portfolio_v2	dvttm	BUY	900.0	12.312299999999999	5.1108107
2026-10-16	601919.SH	portfolio_v2	dvttm	BUY	600.0	16.97696	5.10186176
2026-10-16	600036.SH	portfolio_v2	dvttm	BUY	200.0	42.642599999999995	5.0852852
2026-10-16	000651.SZ	portfolio_v2	dvttm	BUY	200.0	39.639599999999994	5.0792792
2026-10-16	600919.SH	portfolio_v2	dvttm	BUY	700.0	12.262249999999998	5.08583575
2026-10-16	600016.SH	portfolio_v2	dvttm	BUY	2700.0	3.5035	5.0945945
2026-10-16	601166.SH	portfolio_v2	dvttm	BUY	500.0	18.26825	5.09134125
2026-10-16	000001.SZ	portfolio_v2	dvttm	BUY	800.0	11.421409999999998	5.09137128
2026-10-16	000333.SZ	portfolio_v2	dvttm	BUY	100.0	84.58449999999999	5.0845845
2026-10-16	601318.SH	portfolio_v2	dvttm	BUY	100.0	51.481429999999996	5.05148143
2026-10-16	000703.SZ	portfolio_v2	dvttm	BUY	500.0	13.663649999999999	5.06831825
2026-10-16	601328.SH	portfolio_v2	dvttm	BUY	800.0	8.108099999999999	5.0648648
2026-10-16	600882.SH	portfolio_v2	analyst	BUY	100.0	19.719699999999996	5.0197197
2026-10-16	603861.SH	portfolio_v2	analyst	BUY	200.0	11.281269999999997	5.02256254
2026-10-16	601633.SH	portfolio_v2	analyst	BUY	200.0	13.933919999999999	5.02786784
2026-10-16	000973.SZ	portfolio_v2	analyst	BUY	200.0	12.00199	5.02400398
2026-10-16	605286.SH	portfolio_v2	analyst	BUY	100.0	22.722699999999996	5.0227227
2026-10-16	603659.SH	portfolio_v2	analyst	BUY	100.0	19.919899999999995	5.0199199
2026-10-16	300580.SZ	portfolio_v2	analyst	BUY	100.0	15.935919999999998	5.01593592
2026-10-16	603876.SH	portfolio_v2	analyst	BUY	100.0	15.825809999999999	5.01582581
2026-10-16	002497.SZ	portfolio_v2	analyst	BUY	100.0	13.813799999999999	5.0138138
2026-10-16	511010.SH	v2_dd	bond5y	BUY	24200.0	141.037897	853.27927685
2026-10-16	518880.SH	v2_dd	gold	BUY	20500.0	8.516507999999998	43.64710349999999
2026-10-16	000858.SZ	v2_dd	dvttm	BUY	500.0	71.05098	9.2366274
2026-10-16	601857.SH	v2_dd	dvttm	BUY	2000.0	12.312299999999999	6.4023959999999995
2026-10-16	601919.SH	v2_dd	dvttm	BUY	1300.0	16.97696	5.73821248
2026-10-16	600036.SH	v2_dd	dvttm	BUY	500.0	42.642599999999995	5.543537999999999
2026-10-16	000651.SZ	v2_dd	dvttm	BUY	500.0	39.639599999999994	5.198198
2026-10-16	600919.SH	v2_dd	dvttm	BUY	1600.0	12.262249999999998	5.196196
2026-10-16	600016.SH	v2_dd	dvttm	BUY	5800.0	3.5035	5.283278
2026-10-16	601166.SH	v2_dd	dvttm	BUY	1100.0	18.26825	5.224719499999999
2026-10-16	000001.SZ	v2_dd	dvttm	BUY	1700.0	11.421409999999998	5.19416397
2026-10-16	000333.SZ	v2_dd	dvttm	BUY	200.0	84.58449999999999	5.169169
2026-10-16	601318.SH	v2_dd	dvttm	BUY	300.0	51.481429999999996	5.15444429
2026-10-16	600285.SH	v2_dd	lowamp	BUY	900.0	21.16114	5.19045026
2026-10-16	600079.SH	v2_dd	lowamp	BUY	900.0	20.03001	5.18027009
2026-10-16	000541.SZ	v2_dd	lowamp	BUY	3600.0	5.15515	5.1855854
2026-10-16	000703.SZ	v2_dd	dvttm	BUY	1000.0	13.663649999999999	5.1366365
2026-10-16	601186.SH	v2_dd	lowamp	BUY	2800.0	6.126119999999999	5.17153136
2026-10-16	600332.SH	v2_dd	lowamp	BUY	800.0	19.909889999999997	5.15927912
2026-10-16	601158.SH	v2_dd	lowamp	BUY	4200.0	4.11411	5.17279262
2026-10-16	000028.SZ	v2_dd	lowamp	BUY	800.0	20.2202	5.1617616
2026-10-16	601669.SH	v2_dd	lowamp	BUY	3700.0	4.54454	5.16814798
2026-10-16	000885.SZ	v2_dd	lowamp	BUY	1400.0	11.711699999999999	5.1639638
2026-10-16	118027.SH	v2_dd	lowytm	BUY	150.0	97.04849999999999	0.7278637499999999
2026-10-16	603167.SH	v2_dd	lowamp	BUY	2100.0	8.018009999999999	5.16837821
2026-10-16	601878.SH	v2_dd	lowamp	BUY	1800.0	9.05905	5.1630629
2026-10-16	002884.SZ	v2_dd	lowamp	BUY	1000.0	15.39538	5.1539538
2026-10-16	000958.SZ	v2_dd	lowamp	BUY	3300.0	4.9049	5.1618617
2026-10-16	601456.SH	v2_dd	lowamp	BUY	1900.0	8.57857	5.16299283
2026-10-16	000538.SZ	v2_dd	lowamp	BUY	300.0	52.94288999999999	5.15882867
2026-10-16	600029.SH	v2_dd	lowamp	BUY	3400.0	4.7047	5.1599598
2026-10-16	600905.SH	v2_dd	lowamp	BUY	4600.0	3.4834799999999997	5.16024008
2026-10-16	600600.SH	v2_dd	lowamp	BUY	300.0	52.27221999999999	5.15681666
2026-10-16	110092.SH	v2_dd	lowytm	BUY	200.0	72.11604	0.7211603999999999
2026-10-16	123090.SZ	v2_dd	lowytm	BUY	130.0	111.729837	0.7262439405000001
2026-10-16	127027.SZ	v2_dd	lowytm	BUY	130.0	109.90492499999999	0.7143820125
2026-10-16	113616.SH	v2_dd	lowytm	BUY	130.0	109.74184349999999	0.7133219827499999
2026-10-16	113049.SH	v2_dd	lowytm	BUY	140.0	106.405176	0.744836232
2026-10-16	123117.SZ	v2_dd	lowytm	BUY	130.0	109.30462499999999	0.7104800625
2026-10-16	113633.SH	v2_dd	lowytm	BUY	130.0	111.03549	0.721730685
2026-10-16	127061.SZ	v2_dd	lowytm	BUY	130.0	105.36265499999999	0.6848572574999999
2026-10-16	127025.SZ	v2_dd	lowytm	BUY	140.0	105.98296500000001	0.7418807550000001
2026-10-16	110081.SH	v2_dd	lowytm	BUY	140.0	95.63879549999999	0.6694715685
2026-10-16	127049.SZ	v2_dd	lowytm	BUY	130.0	107.37365999999999	0.69792879
2026-10-16	601328.SH	v2_dd	dvttm	BUY	1700.0	8.108099999999999	5.1378377
2026-10-16	110095.SH	v2_dd	lowytm	BUY	110.0	109.44769649999999	0.60196233075
2026-10-16	600882.SH	v2_dd	analyst	BUY	200.0	19.719699999999996	5.0394394
2026-10-16	603861.SH	v2_dd	analyst	BUY	400.0	11.281269999999997	5.04512508
2026-10-16	689009.SH	v2_dd	analyst	BUY	100.0	37.85782	5.03785782
2026-10-16	601633.SH	v2_dd	analyst	BUY	300.0	13.933919999999999	5.04180176
2026-10-16	000973.SZ	v2_dd	analyst	BUY	300.0	12.00199	5.03600597
2026-10-16	605286.SH	v2_dd	analyst	BUY	100.0	22.722699999999996	5.0227227
2026-10-16	002709.SZ	v2_dd	analyst	BUY	100.0	30.019989999999996	5.03001999
2026-10-16	603659.SH	v2_dd	analyst	BUY	100.0	19.919899999999995	5.0199199
2026-10-16	300580.SZ	v2_dd	analyst	BUY	200.0	15.935919999999998	5.03187184
2026-10-16	603876.SH	v2_dd	analyst	BUY	200.0	15.825809999999999	5.03165162
2026-10-16	300617.SZ	v2_dd	analyst	BUY	100.0	32.06203	5.03206203
2026-10-16	002497.SZ	v2_dd	analyst	BUY	200.0	13.813799999999999	5.0276276
2026-10-16	002245.SZ	v2_dd	analyst	BUY	200.0	14.64463	5.02928926
2026-10-16	603324.SH	v2_dd	analyst	BUY	100.0	21.53151	5.02153151
2026-10-16	688249.SH	v2_dd	analyst	BUY	100.0	28.158129999999996	5.02815813
2026-10-16	518880.SH	v2_equal	gold	BUY	98300.0	8.516507999999998	209.29318409999996
2026-10-16	511010.SH	v2_equal	bond5y	BUY	5900.0	141.037897	208.03089807499998
2026-10-16	000858.SZ	v2_equal	dvttm	BUY	800.0	71.05098	14.77860384
2026-10-16	601857.SH	v2_equal	dvttm	BUY	4100.0	12.312299999999999	13.124911799999998
2026-10-16	118027.SH	v2_equal	lowytm	BUY	430.0	97.04849999999999	2.08654275
2026-10-16	601919.SH	v2_equal	dvttm	BUY	2600.0	16.97696	11.47642496
2026-10-16	600036.SH	v2_equal	dvttm	BUY	1000.0	42.642599999999995	11.087075999999998
2026-10-16	000651.SZ	v2_equal	dvttm	BUY	1000.0	39.639599999999994	10.306295999999998
2026-10-16	600919.SH	v2_equal	dvttm	BUY	3300.0	12.262249999999998	10.5210105
2026-10-16	600016.SH	v2_equal	dvttm	BUY	11700.0	3.5035	10.657646999999999
2026-10-16	110092.SH	v2_equal	lowytm	BUY	560.0	72.11604	2.01924912
2026-10-16	123090.SZ	v2_equal	lowytm	BUY	370.0	111.729837	2.0670019845
2026-10-16	127027.SZ	v2_equal	lowytm	BUY	370.0	109.90492499999999	2.0332411125
2026-10-16	113616.SH	v2_equal	lowytm	BUY	370.0	109.74184349999999	2.03022410475
2026-10-16	601166.SH	v2_equal	dvttm	BUY	2200.0	18.26825	10.449438999999998
2026-10-16	113049.SH	v2_equal	lowytm	BUY	380.0	106.405176	2.0216983440000003
2026-10-16	123117.SZ	v2_equal	lowytm	BUY	370.0	109.30462499999999	2.0221355625
2026-10-16	113633.SH	v2_equal	lowytm	BUY	370.0	111.03549	2.054156565
2026-10-16	127061.SZ	v2_equal	lowytm	BUY	370.0	105.36265499999999	1.9492091175
2026-10-16	127025.SZ	v2_equal	lowytm	BUY	380.0	105.98296500000001	2.013676335
2026-10-16	110081.SH	v2_equal	lowytm	BUY	400.0	95.63879549999999	1.9127759099999997
2026-10-16	000001.SZ	v2_equal	dvttm	BUY	3400.0	11.421409999999998	10.096526439999998
2026-10-16	000333.SZ	v2_equal	dvttm	BUY	400.0	84.58449999999999	8.796788
2026-10-16	127049.SZ	v2_equal	lowytm	BUY	370.0	107.37365999999999	1.98641271
2026-10-16	601318.SH	v2_equal	dvttm	BUY	700.0	51.481429999999996	9.36962026
2026-10-16	110095.SH	v2_equal	lowytm	BUY	320.0	109.44769649999999	1.7511631439999997
2026-10-16	000703.SZ	v2_equal	dvttm	BUY	2100.0	13.663649999999999	7.4603529
2026-10-16	600882.SH	v2_equal	analyst	BUY	1600.0	19.719699999999996	8.203395199999997
2026-10-16	603861.SH	v2_equal	analyst	BUY	2800.0	11.281269999999997	8.212764559999998
2026-10-16	689009.SH	v2_equal	analyst	BUY	800.0	37.85782	7.87442656
2026-10-16	605499.SH	v2_equal	analyst	BUY	200.0	114.01389999999999	5.928722799999999
2026-10-16	601633.SH	v2_equal	analyst	BUY	2100.0	13.933919999999999	7.607920319999999
2026-10-16	002812.SZ	v2_equal	analyst	BUY	600.0	49.03899	7.65008244
2026-10-16	000973.SZ	v2_equal	analyst	BUY	2400.0	12.00199	7.4892417600000005
2026-10-16	300469.SZ	v2_equal	analyst	BUY	500.0	47.397349999999996	6.1616555
2026-10-16	605286.SH	v2_equal	analyst	BUY	1100.0	22.722699999999996	6.4986922
2026-10-16	601328.SH	v2_equal	dvttm	BUY	3500.0	8.108099999999999	7.378370999999999
2026-10-16	002709.SZ	v2_equal	analyst	BUY	800.0	30.019989999999996	6.244157919999999
2026-10-16	001301.SZ	v2_equal	analyst	BUY	500.0	49.94989999999999	6.493486999999999
2026-10-16	600285.SH	v2_equal	lowamp	BUY	1400.0	21.16114	7.702654959999999
2026-10-16	603659.SH	v2_equal	analyst	BUY	1200.0	19.919899999999995	6.215008799999999
2026-10-16	688411.SH	v2_equal	analyst	BUY	100.0	147.147	5.147147
2026-10-16	300580.SZ	v2_equal	analyst	BUY	1500.0	15.935919999999998	6.2150088
2026-10-16	600079.SH	v2_equal	lowamp	BUY	1300.0	20.03001	6.770143380000001
2026-10-16	300438.SZ	v2_equal	analyst	BUY	500.0	44.91486999999999	5.838933099999999
2026-10-16	603876.SH	v2_equal	analyst	BUY	1500.0	15.825809999999999	6.172065899999999
2026-10-16	300617.SZ	v2_equal	analyst	BUY	700.0	32.06203	5.835289459999999
2026-10-16	000541.SZ	v2_equal	lowamp	BUY	5200.0	5.15515	6.9697628
2026-10-16	002497.SZ	v2_equal	analyst	BUY	1600.0	13.813799999999999	5.746540799999999
2026-10-16	301358.SZ	v2_equal	analyst	BUY	400.0	47.747699999999995	5.1909908
2026-10-16	601186.SH	v2_equal	lowamp	BUY	4100.0	6.126119999999999	6.530443919999999
2026-10-16	600332.SH	v2_equal	lowamp	BUY	1200.0	19.909889999999997	6.211885679999999
2026-10-16	301047.SZ	v2_equal	dvttm	BUY	100.0	126.44631999999999	5.12644632
2026-10-16	601158.SH	v2_equal	lowamp	BUY	6200.0	4.11411	6.63194532
2026-10-16	000028.SZ	v2_equal	lowamp	BUY	1200.0	20.2202	6.3087024
2026-10-16	601669.SH	v2_equal	lowamp	BUY	5300.0	4.54454	6.26237612
2026-10-16	002245.SZ	v2_equal	analyst	BUY	1500.0	14.64463	5.711405699999999
2026-10-16	000885.SZ	v2_equal	lowamp	BUY	2000.0	11.711699999999999	6.090083999999999
2026-10-16	603167.SH	v2_equal	lowamp	BUY	3000.0	8.018009999999999	6.2540477999999995
2026-10-16	300763.SZ	v2_equal	analyst	BUY	400.0	49.03899	5.19615596
2026-10-16	601878.SH	v2_equal	lowamp	BUY	2700.0	9.05905	6.3594531
2026-10-16	603324.SH	v2_equal	analyst	BUY	1000.0	21.53151	5.5981926
2026-10-16	002884.SZ	v2_equal	lowamp	BUY	1500.0	15.39538	6.0041982
2026-10-16	000958.SZ	v2_equal	lowamp	BUY	4800.0	4.9049	6.1213152
2026-10-16	601456.SH	v2_equal	lowamp	BUY	2800.0	8.57857	6.24519896
2026-10-16	000538.SZ	v2_equal	lowamp	BUY	400.0	52.94288999999999	5.506060559999999
2026-10-16	600029.SH	v2_equal	lowamp	BUY	4900.0	4.7047	5.9937878
2026-10-16	600905.SH	v2_equal	lowamp	BUY	6700.0	3.4834799999999997	6.06822216
2026-10-16	600600.SH	v2_equal	lowamp	BUY	400.0	52.27221999999999	5.43631088
2026-10-16	688249.SH	v2_equal	analyst	BUY	700.0	28.158129999999996	5.19710691
2026-10-16	301232.SZ	v2_equal	analyst	BUY	200.0	67.39733	5.13479466
2026-10-16	301631.SZ	v2_equal	analyst	BUY	300.0	50.630579999999995	5.15189174
2026-10-16	511010.SH	v2_erc	bond5y	BUY	24500.0	141.037897	863.8571191249999
2026-10-16	518880.SH	v2_erc	gold	BUY	12300.0	8.516507999999998	26.188262099999992
2026-10-16	000858.SZ	v2_erc	dvttm	BUY	400.0	71.05098	7.38930192
2026-10-16	600285.SH	v2_erc	lowamp	BUY	1200.0	21.16114	6.60227568
2026-10-16	600079.SH	v2_erc	lowamp	BUY	1200.0	20.03001	6.249363120000001
2026-10-16	118027.SH	v2_erc	lowytm	BUY	210.0	97.04849999999999	1.0190092499999999
2026-10-16	000541.SZ	v2_erc	lowamp	BUY	4700.0	5.15515	6.2995933
2026-10-16	601186.SH	v2_erc	lowamp	BUY	3700.0	6.126119999999999	5.893327439999999
2026-10-16	600332.SH	v2_erc	lowamp	BUY	1100.0	19.909889999999997	5.694228539999999
2026-10-16	601158.SH	v2_erc	lowamp	BUY	5500.0	4.11411	5.8831773
2026-10-16	000028.SZ	v2_erc	lowamp	BUY	1100.0	20.2202	5.7829771999999995
2026-10-16	601669.SH	v2_erc	lowamp	BUY	4800.0	4.54454	5.67158592
2026-10-16	000885.SZ	v2_erc	lowamp	BUY	1800.0	11.711699999999999	5.4810756
2026-10-16	603167.SH	v2_erc	lowamp	BUY	2700.0	8.018009999999999	5.628643019999999
2026-10-16	601878.SH	v2_erc	lowamp	BUY	2400.0	9.05905	5.652847199999999
2026-10-16	002884.SZ	v2_erc	lowamp	BUY	1400.0	15.39538	5.60391832
2026-10-16	000958.SZ	v2_erc	lowamp	BUY	4300.0	4.9049	5.4836782
2026-10-16	601456.SH	v2_erc	lowamp	BUY	2500.0	8.57857	5.5760705
2026-10-16	000538.SZ	v2_erc	lowamp	BUY	400.0	52.94288999999999	5.506060559999999
2026-10-16	600029.SH	v2_erc	lowamp	BUY	4400.0	4.7047	5.382176800000001
2026-10-16	600905.SH	v2_erc	lowamp	BUY	6000.0	3.4834799999999997	5.4342288
2026-10-16	600600.SH	v2_erc	lowamp	BUY	400.0	52.27221999999999	5.43631088
2026-10-16	110092.SH	v2_erc	lowytm	BUY	280.0	72.11604	1.00962456
2026-10-16	123090.SZ	v2_erc	lowytm	BUY	180.0	111.729837	1.0055685330000002
2026-10-16	127027.SZ	v2_erc	lowytm	BUY	180.0	109.90492499999999	0.9891443249999999
2026-10-16	113616.SH	v2_erc	lowytm	BUY	180.0	109.74184349999999	0.9876765914999999
2026-10-16	113049.SH	v2_erc	lowytm	BUY	190.0	106.405176	1.0108491720000001
2026-10-16	123117.SZ	v2_erc	lowytm	BUY	180.0	109.30462499999999	0.9837416249999998
2026-10-16	113633.SH	v2_erc	lowytm	BUY	180.0	111.03549	0.9993194099999999
2026-10-16	127061.SZ	v2_erc	lowytm	BUY	190.0	105.36265499999999	1.0009452225
2026-10-16	127025.SZ	v2_erc	lowytm	BUY	190.0	105.98296500000001	1.0068381675
2026-10-16	110081.SH	v2_erc	lowytm	BUY	200.0	95.63879549999999	0.9563879549999998
2026-10-16	127049.SZ	v2_erc	lowytm	BUY	180.0	107.37365999999999	0.9663629399999999
2026-10-16	110095.SH	v2_erc	lowytm	BUY	160.0	109.44769649999999	0.8755815719999999
2026-10-16	601857.SH	v2_erc	dvttm	BUY	900.0	12.312299999999999	5.1108107
2026-10-16	601919.SH	v2_erc	dvttm	BUY	600.0	16.97696	5.10186176
2026-10-16	600036.SH	v2_erc	dvttm	BUY	200.0	42.642599999999995	5.0852852
2026-10-16	000651.SZ	v2_erc	dvttm	BUY	200.0	39.639599999999994	5.0792792
2026-10-16	600919.SH	v2_erc	dvttm	BUY	700.0	12.262249999999998	5.08583575
2026-10-16	600016.SH	v2_erc	dvttm	BUY	2700.0	3.5035	5.0945945
2026-10-16	601166.SH	v2_erc	dvttm	BUY	500.0	18.26825	5.09134125
2026-10-16	000001.SZ	v2_erc	dvttm	BUY	800.0	11.421409999999998	5.09137128
2026-10-16	000333.SZ	v2_erc	dvttm	BUY	100.0	84.58449999999999	5.0845845
2026-10-16	601318.SH	v2_erc	dvttm	BUY	100.0	51.481429999999996	5.05148143
2026-10-16	000703.SZ	v2_erc	dvttm	BUY	500.0	13.663649999999999	5.06831825
2026-10-16	601328.SH	v2_erc	dvttm	BUY	800.0	8.108099999999999	5.0648648
2026-10-16	600882.SH	v2_erc	analyst	BUY	100.0	19.719699999999996	5.0197197
2026-10-16	603861.SH	v2_erc	analyst	BUY	200.0	11.281269999999997	5.02256254
2026-10-16	601633.SH	v2_erc	analyst	BUY	200.0	13.933919999999999	5.02786784
2026-10-16	000973.SZ	v2_erc	analyst	BUY	200.0	12.00199	5.02400398
2026-10-16	605286.SH	v2_erc	analyst	BUY	100.0	22.722699999999996	5.0227227
2026-10-16	603659.SH	v2_erc	analyst	BUY	100.0	19.919899999999995	5.0199199
2026-10-16	300580.SZ	v2_erc	analyst	BUY	100.0	15.935919999999998	5.01593592
2026-10-16	603876.SH	v2_erc	analyst	BUY	100.0	15.825809999999999	5.01582581
2026-10-16	002497.SZ	v2_erc	analyst	BUY	100.0	13.813799999999999	5.0138138

待执行挂单（次日开盘价成交，点击展开交易信号）

▶独立策略-非流动性amihud(#19)amihud买66 笔¥29,014

说明: 非流动性Amihud(#19) · 权重 100.0% · 持仓 14 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	002463.SZ	沪电股份	100	115.880	¥11,588
买入	002466.SZ	天齐锂业	100	40.690	¥4,069
买入	300433.SZ	蓝思科技	100	30.040	¥3,004
买入	600036.SH	招商银行	100	41.710	¥4,171
买入	600707.SH	彩虹股份	100	9.150	¥915
买入	601318.SH	中国平安	100	52.670	¥5,267

▶独立策略-分析师上调Top30analyst买88 笔¥27,108

说明: 研报目标价Top30 · 权重 100.0% · 持仓 27 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	000973.SZ	佛塑科技	400	11.870	¥4,748
买入	001301.SZ	尚太科技	100	46.380	¥4,638
买入	002812.SZ	恩捷股份	100	45.840	¥4,584
买入	301358.SZ	湖南裕能	100	51.200	¥5,120
买入	600882.SH	妙可蓝多	100	19.210	¥1,921
买入	601633.SH	长城汽车	100	13.410	¥1,341
买入	603861.SH	白云电器	100	11.000	¥1,100
买入	689009.SH	九号公司	100	36.560	¥3,656

▶独立策略-dv_ttm×低关注复合(#58)composite买5/卖16 笔¥7,173

说明: dv_ttm×低关注复合(#58) · 权重 100.0% · 持仓 20 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	001323.SZ	慕思股份	100	18.640	¥1,864
买入	002884.SZ	凌霄泵业	100	15.360	¥1,536
买入	601686.SH	友发集团	100	5.020	¥501
买入	603167.SH	渤海轮渡	100	8.000	¥800
买入	603515.SH	欧普照明	100	14.870	¥1,487
卖出	600817.SH	宇通重工	100	9.850	¥985

▶独立策略-转债双低DoubleLow(#5)dblow买7/卖29 笔¥67,309

说明: 转债双低DoubleLow(#5) · 权重 100.0% · 持仓 13 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	110087.SH	天业转债	10	119.384	¥1,193
买入	110092.SH	三房转债	20	73.208	¥1,464
买入	118031.SH	天23转债	20	116.497	¥2,329
买入	127025.SZ	冀东转债	20	105.840	¥2,116
买入	127030.SZ	盛虹转债	10	113.506	¥1,135
买入	127033.SZ	中装转2	560	89.726	¥50,246
买入	127061.SZ	美锦转债	10	108.400	¥1,084
卖出	123175.SZ	百畅转债	10	112.551	¥1,125
卖出	127103.SZ	东南转债	50	132.348	¥6,617

▶独立策略-红利dv_ttm Top20dvttm买3/卖14 笔¥15,852

说明: 红利dv_ttm Top20 · 权重 100.0% · 持仓 14 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	000333.SZ	美的集团	100	81.740	¥8,173
买入	601318.SH	中国平安	100	52.670	¥5,267
买入	601328.SH	交通银行	100	7.830	¥783
卖出	000703.SZ	恒逸石化	100	16.290	¥1,629

▶独立策略-跨资产ETF双动量(top3月频)etf_rotation买33 笔¥21,826

说明: 跨资产ETF双动量(top3月频) · 权重 100.0% · 持仓 3 只 · 信号日 2026-10-16

方向	代码	名称	股数	价格	金额
买入	512400.SH	南方中证申万有色金属ETF	5,100	1.605	¥8,185
买入	513100.SH	国泰纳斯达克100ETF(QDII)	2,900	2.374	¥6,884
买入	513500.SH	博时标普500ETF(QDII)	2,500	2.703	¥6,757

▶独立策略-低振幅Top20(regime)lowamp买1/卖23 笔¥30,126

说明: 低振幅Top20(regime) · 权重 100.0% · 持仓 22 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	000016.SZ	*ST康佳A	11,900	2.460	¥29,274
卖出	000958.SZ	电投产融	100	4.990	¥499
卖出	600905.SH	三峡能源	100	3.530	¥353

▶独立策略-低关注度LowAttention(#17)lowatt买1212 笔¥9,615

说明: 低关注度LowAttention(#17) · 权重 100.0% · 持仓 21 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	002485.SZ	ST雪发	100	6.030	¥603
买入	002691.SZ	*ST冀凯	100	4.000	¥400
买入	002883.SZ	*ST中设	100	9.090	¥909
买入	300091.SZ	*ST金灵	300	2.360	¥708
买入	300205.SZ	*ST天喻	300	4.860	¥1,458
买入	600107.SH	*ST尔雅	100	5.620	¥562
买入	600289.SH	ST信通	100	4.830	¥483
买入	600365.SH	ST通葡	300	2.860	¥858
买入	600423.SH	*ST柳化	300	2.670	¥801
买入	605199.SH	ST葫芦娃	100	5.830	¥583
买入	688459.SH	哈铁科技	100	8.200	¥819
买入	688570.SH	天玛智控	100	14.310	¥1,431

▶独立策略-低YTM转债Top20lowytm买11/卖112 笔¥208,138

说明: 低价高YTM转债Top20 · 权重 100.0% · 持仓 17 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	110075.SH	南航转债	470	106.450	¥50,031
买入	110092.SH	三房转债	20	73.208	¥1,464
买入	113049.SH	长汽转债	10	106.141	¥1,061
买入	113616.SH	韦尔转债	10	109.571	¥1,095
买入	113633.SH	科沃转债	10	110.960	¥1,109
买入	123071.SZ	天能转债	430	114.882	¥49,399
买入	123090.SZ	三诺转债	10	111.656	¥1,116
买入	123117.SZ	健帆转债	10	109.461	¥1,094
买入	127025.SZ	冀东转债	10	105.840	¥1,058
买入	127033.SZ	中装转2	560	89.726	¥50,246
买入	128135.SZ	洽洽转债	430	114.888	¥49,401
卖出	118027.SH	宏图转债	10	106.487	¥1,064

▶独立策略-PE历史分位Top20(中性化)pe买99 笔¥30,696

说明: PE历史分位Top20(中性化) · 权重 100.0% · 持仓 16 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	000100.SZ	TCL科技	700	4.630	¥3,241
买入	000620.SZ	盈新发展	500	3.020	¥1,510
买入	002050.SZ	三花智控	100	33.940	¥3,394
买入	002636.SZ	金安国纪	100	79.630	¥7,963
买入	300058.SZ	蓝色光标	200	12.050	¥2,410
买入	300657.SZ	弘信电子	100	31.180	¥3,118
买入	300975.SZ	商络电子	100	22.260	¥2,226
买入	600601.SH	方正科技	100	12.650	¥1,265
买入	601138.SH	工业富联	100	55.690	¥5,569

▶防御版core_portfolio(组合)买8 · 5 个成员8 笔¥244,030

▶analyst买11 笔¥4,638

说明: 研报目标价Top30 · 权重 2.7% · 持仓 27 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	001301.SZ	尚太科技	100	46.380	¥4,638

▶bond买11 笔¥148,203

说明: 10年国债ETF(静态) · 权重 54.1% · 持仓 1 只 · 信号日 2026-10-16

方向	代码	名称	股数	价格	金额
买入	511260.SH	国泰上证10年期国债ETF	1,100	134.730	¥148,203

▶lowamp买11 笔¥18,942

说明: 低振幅Top20(regime) · 权重 12.7% · 持仓 22 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	000016.SZ	*ST康佳A	7,700	2.460	¥18,942

▶lowytm买44 笔¥64,284

说明: 低价高YTM转债Top20 · 权重 6.7% · 持仓 17 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	110075.SH	南航转债	150	106.450	¥15,967
买入	123071.SZ	天能转债	140	114.882	¥16,083
买入	127033.SZ	中装转2	180	89.726	¥16,150
买入	128135.SZ	洽洽转债	140	114.888	¥16,084

▶pe买11 笔¥7,963

说明: PE历史分位Top20(中性化) · 权重 3.4% · 持仓 16 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	002636.SZ	金安国纪	100	79.630	¥7,963

▶含黄金的core_portfolio(组合,8成员dd_inverse)买9 · 6 个成员9 笔¥247,608

▶analyst买11 笔¥4,584

说明: 研报目标价Top30 · 权重 2.6% · 持仓 27 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	002812.SZ	恩捷股份	100	45.840	¥4,584

▶bond买11 笔¥148,203

说明: 10年国债ETF(静态) · 权重 52.0% · 持仓 1 只 · 信号日 2026-10-16

方向	代码	名称	股数	价格	金额
买入	511260.SH	国泰上证10年期国债ETF	1,100	134.730	¥148,203

▶dvttm买11 笔¥5,267

说明: 红利dv_ttm Top20 · 权重 8.9% · 持仓 14 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	601318.SH	中国平安	100	52.670	¥5,267

▶lowamp买11 笔¥18,204

说明: 低振幅Top20(regime) · 权重 12.3% · 持仓 22 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	000016.SZ	*ST康佳A	7,400	2.460	¥18,204

▶lowytm买44 笔¥63,387

说明: 低价高YTM转债Top20 · 权重 6.5% · 持仓 17 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	110075.SH	南航转债	150	106.450	¥15,967
买入	123071.SZ	天能转债	140	114.882	¥16,083
买入	127033.SZ	中装转2	170	89.726	¥15,253
买入	128135.SZ	洽洽转债	140	114.888	¥16,084

▶pe买11 笔¥7,963

说明: PE历史分位Top20(中性化) · 权重 3.3% · 持仓 16 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	002636.SZ	金安国纪	100	79.630	¥7,963

▶core_portfolio_v2(6成员 inv_vol 120日稳定档,#85)买5 · 2 个成员5 笔¥104,112

▶lowamp买11 笔¥21,894

说明: 低振幅Top20(regime) · 权重 14.9% · 持仓 22 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	000016.SZ	*ST康佳A	8,900	2.460	¥21,894

▶lowytm买44 笔¥82,218

说明: 低价高YTM转债Top20 · 权重 8.4% · 持仓 17 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	110075.SH	南航转债	190	106.450	¥20,225
买入	123071.SZ	天能转债	180	114.882	¥20,678
买入	127033.SZ	中装转2	230	89.726	¥20,636
买入	128135.SZ	洽洽转债	180	114.888	¥20,679

▶v2对照组-dd_inverse回撤倒数(6成员,#85)买5 · 2 个成员5 笔¥76,102

▶lowamp买11 笔¥16,974

说明: 低振幅Top20(regime) · 权重 11.5% · 持仓 22 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	000016.SZ	*ST康佳A	6,900	2.460	¥16,974

▶lowytm买44 笔¥59,128

说明: 低价高YTM转债Top20 · 权重 6.1% · 持仓 17 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	110075.SH	南航转债	140	106.450	¥14,903
买入	123071.SZ	天能转债	130	114.882	¥14,934
买入	127033.SZ	中装转2	160	89.726	¥14,356
买入	128135.SZ	洽洽转债	130	114.888	¥14,935

▶v2对照组-equal等权(6成员,#85)买11 · 5 个成员11 笔¥219,770

▶analyst买22 笔¥7,012

说明: 研报目标价Top30 · 权重 16.7% · 持仓 27 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	000973.SZ	佛塑科技	200	11.870	¥2,374
买入	001301.SZ	尚太科技	100	46.380	¥4,638

▶dvttm买33 笔¥19,019

说明: 红利dv_ttm Top20 · 权重 16.7% · 持仓 14 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	000333.SZ	美的集团	100	81.740	¥8,173
买入	000651.SZ	格力电器	100	38.320	¥3,832
买入	000858.SZ	五粮液	100	70.140	¥7,014

▶gold买11 笔¥3,389

说明: 黄金ETF(518880,静态) · 权重 16.7% · 持仓 1 只 · 信号日 2026-10-16

方向	代码	名称	股数	价格	金额
买入	518880.SH	华安易富黄金ETF	400	8.474	¥3,389

▶lowamp买11 笔¥24,846

说明: 低振幅Top20(regime) · 权重 16.7% · 持仓 22 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	000016.SZ	*ST康佳A	10,100	2.460	¥24,846

▶lowytm买44 笔¥165,504

说明: 低价高YTM转债Top20 · 权重 16.7% · 持仓 17 只 · 信号日 2026-10-15

方向	代码	名称	股数	价格	金额
买入	110075.SH	南航转债	390	106.450	¥41,515
买入	123071.SZ	天能转债	360	114.882	¥41,357
买入	127033.SZ	中装转2	460	89.726	¥41,273
买入	128135.SZ	洽洽转债	360	114.888	¥41,359

▶v2对照组-ERC等风险贡献(6成员,#85)买5 · 2 个成员5 笔¥104,112